CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 02-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2020 |
02-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7720 |
0.7740 |
0.0020 |
0.3% |
0.7641 |
| High |
0.7738 |
0.7746 |
0.0008 |
0.1% |
0.7710 |
| Low |
0.7704 |
0.7732 |
0.0028 |
0.4% |
0.7639 |
| Close |
0.7735 |
0.7743 |
0.0009 |
0.1% |
0.7704 |
| Range |
0.0035 |
0.0015 |
-0.0020 |
-58.0% |
0.0071 |
| ATR |
0.0031 |
0.0030 |
-0.0001 |
-3.8% |
0.0000 |
| Volume |
15 |
10 |
-5 |
-33.3% |
66 |
|
| Daily Pivots for day following 02-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7784 |
0.7778 |
0.7751 |
|
| R3 |
0.7769 |
0.7763 |
0.7747 |
|
| R2 |
0.7755 |
0.7755 |
0.7746 |
|
| R1 |
0.7749 |
0.7749 |
0.7744 |
0.7752 |
| PP |
0.7740 |
0.7740 |
0.7740 |
0.7742 |
| S1 |
0.7734 |
0.7734 |
0.7742 |
0.7737 |
| S2 |
0.7726 |
0.7726 |
0.7740 |
|
| S3 |
0.7711 |
0.7720 |
0.7739 |
|
| S4 |
0.7697 |
0.7705 |
0.7735 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7896 |
0.7870 |
0.7743 |
|
| R3 |
0.7825 |
0.7800 |
0.7723 |
|
| R2 |
0.7755 |
0.7755 |
0.7717 |
|
| R1 |
0.7729 |
0.7729 |
0.7710 |
0.7742 |
| PP |
0.7684 |
0.7684 |
0.7684 |
0.7691 |
| S1 |
0.7659 |
0.7659 |
0.7698 |
0.7672 |
| S2 |
0.7614 |
0.7614 |
0.7691 |
|
| S3 |
0.7543 |
0.7588 |
0.7685 |
|
| S4 |
0.7473 |
0.7518 |
0.7665 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7808 |
|
2.618 |
0.7784 |
|
1.618 |
0.7769 |
|
1.000 |
0.7761 |
|
0.618 |
0.7755 |
|
HIGH |
0.7746 |
|
0.618 |
0.7740 |
|
0.500 |
0.7739 |
|
0.382 |
0.7737 |
|
LOW |
0.7732 |
|
0.618 |
0.7723 |
|
1.000 |
0.7717 |
|
1.618 |
0.7708 |
|
2.618 |
0.7694 |
|
4.250 |
0.7670 |
|
|
| Fisher Pivots for day following 02-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7742 |
0.7736 |
| PP |
0.7740 |
0.7729 |
| S1 |
0.7739 |
0.7722 |
|